Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Domenico Curcio"'
Publikováno v:
Risk Management Magazine, Vol 19, Iss 2, Pp 22-41 (2024)
This paper studies the determinants of net interest margin and of the exposure to the interest rate risk of a sample of 125 local Italian banks during the period 2006-2018. Relative to prior literature, to take advantage of the unprecedented interest
Externí odkaz:
https://doaj.org/article/84649aa2c6b640ea848945163e8e2b94
Publikováno v:
Risk Management Magazine, Vol 17, Iss 3, Pp 42-52 (2022)
This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committ
Externí odkaz:
https://doaj.org/article/ce8fbff9460e46ab81ec754a24d6fb02
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 7, Iss 1, Pp 1940003-1-1940003-25 (2019)
This research studies the relationships between the two sides of life insurers’ balance sheet and investigates whether and how they changed during recent past years, when European Central Bank monetary policy drove market rates to unprecedented low
Externí odkaz:
https://doaj.org/article/70186f39623042c7a23b5d415e64ae12
Publikováno v:
Banks and Bank Systems, Vol 6, Iss 2 (2011)
Externí odkaz:
https://doaj.org/article/79e96c897a0147deb779d4ae66ebe3e4
Autor:
Domenico Curcio, Igor Gianfrancesco
Publikováno v:
Banks and Bank Systems, Vol 4, Iss 4 (2009)
Externí odkaz:
https://doaj.org/article/06fadf0643fa472db6487c3ede5f11cc
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3982b756a6cd107c4b4e57654fdf11c4
https://doi.org/10.2139/ssrn.4030022
https://doi.org/10.2139/ssrn.4030022
La disciplina prudenziale del rischio di tasso di interesse del portafoglio bancario attraversa una fase di significativa evoluzione. Lo studio esamina l’introduzione di sei nuovi scenari di shock dei tassi di interesse, l’adozione, a seguito del
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::0e4fde390c93b43cdbe9d5255e92e1e3
https://hdl.handle.net/11588/910393
https://hdl.handle.net/11588/910393
